| Abstract: | Recurrent events with a dependent terminal event arise frequently in a wide variety of fields. In this paper, we propose a new joint model to analyze these data and model the dependence between recurrent and terminal events through shared gamma frailty. Specifically, a Cox–Aalen rate frailty model is specified for the recurrent event, and an additive hazards frailty model is specified for the terminal event. An estimating equation approach is developed for the parameters in the joint model, and the asymptotic properties of the proposed estimators are established. Simulation studies demonstrate that the proposed estimators perform well with finite samples. An application to a medical cost study of chronic heart failure patients is illustrated. |
